E-LIB Suche - Ergebnisse für: Fry, Renée A.

1

Sign Restrictions in Structural Vector Autoregressions: A C..:

Fry, Renée ; Pagan, Adrian
Journal of Economic Literature. 49 (2011) 4 - p. 938-960 , 2011

2

A New Class of Tests of Contagion With Applications:

Fry, Renée ; Martin, Vance L. ; Tang, Chrismin
Journal of Business & Economic Statistics. 28 (2010) 3 - p. 423-437 , 2010

Link: https://www.jstor.org/st..

3

A New Class of Tests of Contagion With Applications:

Fry, Renée ; Martin, Vance L. ; Tang, Chrismin
Journal of Business & Economic Statistics. 28 (2010) 3 - p. 423-437 , 2010

Link: https://doi.org/10.1198/..

4

Overvaluation in Australian Housing and Equity Markets: Wea..:

FRY, RENÉE A. ; MARTIN, VANCE L. ; VOUKELATOS, NICHOLAS
Economic Record. 86 (2010) 275 - p. 465-485 , 2010

Link: https://doi.org/10.1111/..

5

The identification of fiscal and monetary policy in a struc..:

Dungey, Mardi ; Fry, Renée
Economic Modelling. 26 (2009) 6 - p. 1147-1160 , 2009

Link: https://doi.org/10.1016/..

6

Multivariate contagion and interdependence:

Baur, Dirk G. ; Fry, Renée A.
Journal of Asian Economics. 20 (2009) 4 - p. 353-366 , 2009

Link: https://doi.org/10.1016/..

7

More Confusion in Contagion Tests: the Effects of a Crisis ..:

Dungey, Mardi ; Fry, Renée
The Journal of Economic Asymmetries. 6 (2009) 3 - p. 41-70 , 2009

Link: https://doi.org/10.1016/..

8

The Role of Portfolio Shocks in a Structural Vector Autoreg..:

FRY, RENÉE ; HOCKING, JAMES ; MARTIN, VANCE L.
Economic Record. 84 (2008) 264 - p. 17-33 , 2008

Link: https://doi.org/10.1111/..

9

Commodity currencies and currency commodities:

Clements, Kenneth W. ; Fry, Renée
Resources Policy. 33 (2008) 2 - p. 55-73 , 2008

Link: https://doi.org/10.1016/..

10

Contagion in global equity markets in 1998: The effects of ..:

Dungey, Mardi ; Fry, Renée ; González-Hermosillo, Brenda.
The North American Journal of Economics and Finance. 18 (2007) 2 - p. 155-174 , 2007

Link: https://doi.org/10.1016/..

11

Monetary Policy in Illiquid Markets: Options for a Small Op..:

Claus, Edda ; Dungey, Mardi ; Fry, Renée
Open Economies Review. 19 (2007) 3 - p. 305-336 , 2007

Link: https://doi.org/10.1007/..

12

Contagion in international bond markets during the Russian ..:

Dungey, Mardi ; Fry, Renée ; González-Hermosillo, Brenda.
Journal of Financial Stability. 2 (2006) 1 - p. 1-27 , 2006

Link: https://doi.org/10.1016/..

13

A Web Of Shocks: Crises Across Asian Real Estate Markets:

Bond, Shaun A. ; Dungey, Mardi ; Fry, Renée
The Journal of Real Estate Finance and Economics. 32 (2006) 3 - p. 253-274 , 2006

Link: https://doi.org/10.1007/..

14

Empirical modelling of contagion: a review of methodologies:

Dungey *, Mardi ; Fry, Renée ; González-Hermosillo, Brenda.
Quantitative Finance. 5 (2005) 1 - p. 9-24 , 2005

Link: https://doi.org/10.1080/..

15

International demand and liquidity shocks in a SVAR model o..:

Fry, Renée
Applied Economics. 36 (2004) 8 - p. 849-863 , 2004

Link: https://doi.org/10.1080/..